how to interact between diferent scenes in BGE
In the BGE, some methods can be used to interact whileas others can't. My personal favorite way to interact between scenes is by using messages. I have provided steps and an example on how to create what you are asking for. Considering that I have this ("When some sensor is triggered in the main scene, how do I link that with the GUI scene to show some information text or something else?") as my information to work with, I was not sure of what exactly you wanted.



Steps

(Now knowing exactly what you want, I am not sure if this is your exact situation)

1) With your camera, have an always sensor and a scene actuator to display your HUD:



2) In your hud, select your object that need to be visible and invisible when triggered, and create the following logic:



(This says that when the prop "Show" is true, the object is visible. The object is invisible when the prop is false. When a message "Show" is recieved, it will make the prop True. When a message "DontShow" is recieved, it will make the prop False.)

3) To send the message "Show", select your trigger object and add your logic but make sure the actuator send the message:



4) To make the object that gets triggered invisible, we need an object that sens a message "DontShow":



Product

I am sorry if I was difficult to understand in any of this, and I don't know if I was, so I've created an example .blend which can be found here. For the .blend file, when you collide with the pink object, a green sphere appears in the HUD. When you press Spacebar, it disappears. Hope this helped!